-67.1%
ETSY vs TAP
-0.5%
-66.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -12.9% | -5.1% | -7.8% | -11.2% |
| 30D | -11.5% | -8.4% | -3.0% | -8.7% |
| 3M | +3.5% | -3.9% | +7.5% | +4.8% |
| 6M | +27.6% | -14.4% | +42.0% | +34.2% |
| YTD | +28.4% | -14.7% | +43.1% | +34.2% |
| 1Y | +27.1% | -18.7% | +45.8% | +35.0% |
| 3Y | +6.0% | -32.6% | +38.7% | +18.6% |
| 5Y | -67.1% | -1.4% | -65.7% | -64.5% |
| All | -67.1% | -0.5% | -66.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling